Assuming there are spade connectors somewhere between the probe and the EMS box, it should be an easy job. Just loosen the worm clamp that hold the probe around the exhaust pipe. Pull the probe out, disconnect the connector and replace. Don't over tighten the hose clamp, or it may crack.
My first set of Dynon EGT probes had a few flakey ones that started going in and out with the temp readings. The newer ones have been solid over the last year.